Bernd Heidergott

70 papers C 1Misc 5Journal 52Unranked 10
YearRankTypeTitle / Venue / Authors
2026 J jnl
IPA for stationary problems.
Discret. Event Dyn. Syst.
Bernd Heidergott
2025 J jnl
A Practical Guide to Interpretable Role-Based Clustering in Multi-Layer Financial Networks.
CoRR
Christian Franssen, Iman van Lelyveld, Bernd Heidergott
2025 J jnl
CoNNect: A Swiss-Army-Knife Regularizer for Pruning of Neural Networks.
CoRR
Christian Franssen, Jinyang Jiang, Yijie Peng, Bernd Heidergott
2025 J jnl
CoNNect: Connectivity-Based Regularization for Structural Pruning of Neural Networks.
Trans. Mach. Learn. Res.
Christian P. C. Franssen, Jinyang Jiang, Yijie Peng, Bernd Heidergott
2025 J jnl
Stochastic Approximation Methods for Distortion Risk Measure Optimization.
CoRR
Jinyang Jiang, Bernd Heidergott, Jiaqiao Hu, Yijie Peng
2024 Misc conf
Distortion Risk Measure-Based Deep Reinforcement Learning.
WSC
Jinyang Jiang, Bernd Heidergott, Jiaqiao Hu, Yijie Peng
2024 J jnl
Feature-Based Network Construction: From Sampling to What-if Analysis.
CoRR
Christian Franssen, Joost Berkhout, Bernd Heidergott
2024 J jnl
Perturbation and Inverse Problems of Stochastic Matrices.
SIAM J. Matrix Anal. Appl.
Joost Berkhout, Bernd Heidergott, Paul Van Dooren
2023 J jnl
A neural network approach to performance analysis of tandem lines: The value of analytical knowledge.
Comput. Oper. Res.
N. A. Dieleman, Joost Berkhout, Bernd Heidergott
2022 J jnl
A New Likelihood Ratio Method for Training Artificial Neural Networks.
INFORMS J. Comput.
Yijie Peng, Li Xiao, Bernd Heidergott, L. Jeff Hong, Henry Lam
2022 Misc conf
Analysis of Measure-Valued Derivatives in a Reinforcement Learning Actor-Critic Framework.
WSC
Kim van den Houten, Emile van Krieken, Bernd Heidergott
2022 J jnl
Assessing the impact of jumps in an option pricing model: A gradient estimation approach.
Eur. J. Oper. Res.
Warren Volk-Makarewicz, Svetlana Borovkova, Bernd Heidergott
2021 J jnl
Statistical Taylor series expansion: An approach for epistemic uncertainty propagation in Markov reliability models.
RAIRO Oper. Res.
Katia Bachi, Karim Abbas, Bernd Heidergott
2020 J jnl
Differentiation via Logarithmic Expansions.
Asia Pac. J. Oper. Res.
Michael C. Fu, Bernd Heidergott, Haralambie Leahu, Felisa J. Vázquez-Abad
2020 J jnl
Maximum Likelihood Estimation by Monte Carlo Simulation: Toward Data-Driven Stochastic Modeling.
Oper. Res.
Yijie Peng, Michael C. Fu, Bernd Heidergott, Henry Lam
2019 J jnl
Analysis of Markov Influence Graphs.
Oper. Res.
Joost Berkhout, Bernd Heidergott
2019 Misc conf
Dynamic Sampling Procedure for Decomposable Random Networks.
WSC
Haidong Li, Yijie Peng, Xiaoyun Xu, Chun-Hung Chen, Bernd Heidergott
2019 J jnl
From Data to Stochastic Modeling and Decision Making: What Can We Do Better?
Asia Pac. J. Oper. Res.
Joost Berkhout, Bernd Heidergott, Henry Lam, Yijie Peng
2019 J jnl
Naïve learning in social networks with random communication.
Soc. Networks
Jia-Ping Huang, Bernd Heidergott, Ines Lindner
2019 J jnl
Robustness analysis of generalized Jackson network.
Comput. Manag. Sci.
Joost Berkhout, Bernd Heidergott, Jennifer Sommer, Hans Daduna
2019 J jnl
The Jump Start Power Method: A New Approach for Computing the Ergodic Projector of a Finite Markov Chain.
J. Sci. Comput.
Joost Berkhout, Bernd Heidergott
2019 — conf
optimizing outpatient Department Staffing Level using Multi-Fidelity Models.
CASE
Bowen Pang, Xiaolei Xie, Bernd Heidergott, Yijie Peng
2018 J jnl
A New Unbiased Stochastic Derivative Estimator for Discontinuous Sample Performances with Structural Parameters.
Oper. Res.
Yijie Peng, Michael C. Fu, Jian-Qiang Hu, Bernd Heidergott
2018 J jnl
Ranking nodes in general networks: a Markov multi-chain approach.
Discret. Event Dyn. Syst.
Joost Berkhout, Bernd Heidergott
2017 J jnl
Analysis of Jackson networks with infinite supply and unreliable nodes.
Queueing Syst. Theory Appl.
Jennifer Sommer, Joost Berkhout, Hans Daduna, Bernd Heidergott
2016 J jnl
A Measure-Valued Differentiation Approach to Sensitivities of Quantiles.
Math. Oper. Res.
Bernd Heidergott, Warren Volk-Makarewicz
2016 J jnl
Nonergodic Jackson networks with infinite supply-local stabilization and local equilibrium analysis.
J. Appl. Probab.
Jennifer Sommer, Hans Daduna, Bernd Heidergott
2015 J jnl
A Genetic Algorithm for Finding Good Balanced Sequences in a Customer Assignment Problem with no State Information.
Asia Pac. J. Oper. Res.
Wim Hordijk, Arie Hordijk, Bernd Heidergott
2015 J jnl
A Smoothed Perturbation Analysis of Parisian Options.
IEEE Trans. Autom. Control.
Bernd Heidergott, Haralambie Leahu, Warren M. Volk-Makarewicz
2015 Misc conf
Efficient Algorithm for Computing the Ergodic Projector of Markov Multi-chains.
ICCS
Joost Berkhout, Bernd Heidergott
2015 J jnl
Sensitivity analysis of ranked data: from order statistics to quantiles.
Discret. Event Dyn. Syst.
Warren Volk-Makarewicz, Bernd Heidergott
2014 — conf
A Series Expansion Approach to Risk Analysis of an Inventory System with Sourcing.
WODES
Joost Berkhout, Bernd Heidergott
2014 — conf
Non-Parametric Sensitivity Analysis of the Finite M/M/1 Queue.
WODES
Bernd Heidergott, Djamil Aïssani, Zina Hamoudi
2014 C conf
Towards a Statistical System Analysis.
VECoS
Bernd Heidergott
2013 J jnl
A functional approximation for the M/G/1/N queue.
Discret. Event Dyn. Syst.
Karim Abbas, Bernd Heidergott, Djamil Aïssani
2013 J jnl
Perturbation analysis of waiting times in the G/G/1 queue.
Discret. Event Dyn. Syst.
Haralambie Leahu, Bernd Heidergott, Arie Hordijk
2013 — conf
The Taylor Series Expansions for Performance Functions of Queues: Sensitivity Analysis.
ASMTA
Sofiane Ouazine, Karim Abbas, Bernd Heidergott
2012 J jnl
Optimal balanced control for call centers.
Ann. Oper. Res.
Sandjai Bhulai, Taoying Farenhorst-Yuan, Bernd Heidergott, Dinard van der Laan
2011 J jnl
A coupling approach to estimating the Lyapunov exponent of stochastic max-plus linear systems.
Eur. J. Oper. Res.
Rob M. P. Goverde, Bernd Heidergott, Glenn Merlet
2011 — ch.
Markov Chains.
International Encyclopedia of Statistical Science
Arnoldo Frigessi, Bernd Heidergott
2010 J jnl
A Perturbation Analysis Approach to Phantom Estimators for Waiting Times in the G/G/1 Queue.
Discret. Event Dyn. Syst.
Bernd Heidergott, Taoying Farenhorst-Yuan, Felisa J. Vázquez-Abad
2010 Misc conf
A Taylor series approach to the numerical analysis of the M/D/1/N queue.
ICCS
Karim Abbas, Bernd Heidergott, Djamil Aïssani
2010 J jnl
An Approximation Approach for the Deviation Matrix of Continuous-Time Markov Processes with Application to Markov Decision Theory.
Oper. Res.
Nicole Leder, Bernd Heidergott, Arie Hordijk
2010 J jnl
Gradient Estimation for Multicomponent Maintenance Systems with Age-Replacement Policy.
Oper. Res.
Bernd Heidergott, Taoying Farenhorst-Yuan
2010 J jnl
Gradient estimation for discrete-event systems by measure-valued differentiation.
ACM Trans. Model. Comput. Simul.
Bernd Heidergott, Felisa J. Vázquez-Abad, Georg Ch. Pflug, Taoying Farenhorst-Yuan
2010 — conf
Gradient estimation for quantiles of stationary waiting times.
WODES
Bernd Heidergott, Warren Volk-Makarewicz, Felisa J. Vázquez-Abad
2010 J jnl
Series Expansions for Continuous-Time Markov Processes.
Oper. Res.
Bernd Heidergott, Arie Hordijk, Nicole Leder
2010 J jnl
Weak Differentiability of Product Measures.
Math. Oper. Res.
Bernd Heidergott, Haralambie Leahu
2009 J jnl
Gradient estimation for a class of systems with bulk services: A problem in public transportation.
ACM Trans. Model. Comput. Simul.
Bernd Heidergott, Felisa J. Vázquez-Abad
2009 — conf
Quantile Sensitivity Estimation.
NET-COOP
Bernd Heidergott, Warren Volk-Makarewicz
2009 J jnl
Strong bounds on perturbations.
Math. Methods Oper. Res.
Bernd Heidergott, Arie Hordijk, Haralambie Leahu
2008 J jnl
Sensitivity estimation for Gaussian systems.
Eur. J. Oper. Res.
Bernd Heidergott, Felisa J. Vázquez-Abad, Warren Volk-Makarewicz
2007 J jnl
A Note on Gradient Estimation for Maintenance Systems.
IEEE Trans. Autom. Control.
Bernd Heidergott, Taoying Yuan
2007 J jnl
Complexity reduction in MPC for stochastic max-plus-linear discrete event systems by variability expansion.
Autom.
Ton J. J. van den Boom, Bernd Heidergott
2006 J jnl
Measure-Valued Differentiation for Stationary Markov Chains.
Math. Oper. Res.
Bernd Heidergott, Arie Hordijk, Heinz Weisshaupt
2005 — conf
Series Expansions of Generalized Matrix Products.
CDC/ECC
Haralambie Leahu, Bernd Heidergott
2004 J jnl
Single-run gradient estimation via measure-valued differentiation.
IEEE Trans. Autom. Control.
Bernd Heidergott, Arie Hordijk
2003 — conf
A Paradigm for Derivatives of Positive Systems.
POSTA
Bernd Heidergott
2003 J jnl
A probabilistic (max, +) approach for determining railway infrastructure capacity.
Eur. J. Oper. Res.
A. F. de Kort, Bernd Heidergott, Hayriye Ayhan
2002 J jnl
A note on the relation between weak derivatives and perturbation realization.
IEEE Trans. Autom. Control.
Bernd Heidergott, Xi-Ren Cao
2002 — conf
Complexity reduction in MPC for stochastic max-plus-linear systems by variability expansion.
CDC
Ton J. J. van den Boom, Bart De Schutter, Bernd Heidergott
2001 J jnl
A Differential Calculus for Random Matrices with Applications to (max, +)-Linear Stochastic Systems.
Math. Oper. Res.
Bernd Heidergott
2001 J jnl
Towards a (Max, +) Control Theory for Public Transportation Networks.
Discret. Event Dyn. Syst.
Bernd Heidergott, R. de Vries
2000 J jnl
A characterisation of (max-linear queueing systems.
Queueing Syst. Theory Appl.
Bernd Heidergott
2000 J jnl
Analysing sojourn times in queueing networks: A structural approach.
Math. Methods Oper. Res.
Bernd Heidergott
2000 J jnl
Customer-Oriented Finite Perturbation Analysis for Queueing Networks.
Discret. Event Dyn. Syst.
Bernd Heidergott
1999 J jnl
Infinitesimal perturbation analysis for queueing networks with general service time distributions.
Queueing Syst. Theory Appl.
Bernd Heidergott
1999 J jnl
Optimisation of a single-component maintenance system: A smoothed perturbation analysis approach.
Eur. J. Oper. Res.
Bernd Heidergott
1996 — —
Pfadanalyse stochastischer Netzwerke.
Bernd Heidergott
1991 — conf
Sensitivitätsanalyse eines Fertigungssystems mit Hilfe der infinitesimalen Pertubationsanalyse (IPA).
ASIM
Bernd Heidergott